-6.8%
AVGO vs ICE
+21.0%
-27.8%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ICE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | +2.3% | -4.3% | -1.3% |
| 7D | -7.5% | +12.2% | -19.6% | -4.3% |
| 30D | -10.2% | +15.0% | -25.2% | -6.6% |
| 3M | -22.0% | +17.6% | -39.7% | -18.6% |
| 6M | -21.6% | +12.6% | -34.2% | -16.5% |
| YTD | -5.4% | +9.1% | -14.6% | +2.3% |
| 1Y | -6.8% | +20.6% | -27.4% | +4.8% |
| All | -6.8% | +21.0% | -27.8% | +4.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ICE.
Daily Out/Under-Performance
Portfolio return minus ICE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ICE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 1y: compounded portfolio wealth divided by compounded ICE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
1y analysis · Full analysis span regression · 6 months rolling